The thefts occurred Friday at Petland stores in Naperville and Bolingbrook, WGN-TV, Chicago, reported.
At the Naperville store, the suspect was caught on video putting a 9-week-old Havanese named Casper under her shirt and leaving the store. Casper is worth about $2,000.
The owner of the Bolingbrook store said he believes the same woman came into his store and stole a 14-week-old Maltese named Hercules, worth $1,300. The suspect was also caught on video at the Bolingbrook store.
Both dogs have microchip implants, so the store owners say there is a good chance of them being found.
Police were investigating to determine whether the thefts are connected.